Our client, a leading multibillion dollar systematic hedge fund is looking for a Quantitative Researcher to join the Research team in the New York office as part of an exciting and growing team. You will have the opportunity to make a significant impact quickly, with an emphasis on taking ownership and working independently.

Responsibilities

• As a Quantitative Researcher you will learn the quantitative approach that the firm uses in taking positions in financial markets.
• Develop systematic trading systems across Foreign Exchange, Bond, Interest Rates, Equity and Commodity Markets. The systems are mathematical models that predict returns and are derived through a combination of rigorous statistical analysis of the underlying data and the researcher’s creativity.
• Work closely with experienced Researchers and Portfolio Managers who will teach you how to build and trade successful systems and algorithms.

Requirements

• PhD or in the process of obtaining one from a top 10 university in a quantitative subject such as Mathematics, Physics, Computer Science, Engineering.
• 1-5 years of experience as a researcher/trader in a buy-side financial institution such as a top hedge fund/investment manager
• Strong quantitative and analytical skills.
• Experience in Machine Learning/Statistics/Probability or Linear Algebra
• Programming skills in any of the following (or similar): Matlab, R, Python, C#, C
• Entrepreneurial, intellectually curious, desire to continuously learn.
• An interest in applying mathematical and statistical techniques to solve real-world financial problems.